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For The First Time Since January 2016, The Market Volatility Regime Finally Snapped

August 17 marked the first time since January 16 when global equity, rates, commodity and FX vols all moved in the same direction. At the same time, short-dated cross asset correlation continued to rise reaching a level of 50%, its highest level in over 1y. For months on end, traders, analysts and pundits have been pointing to record low implied vol as a sign of pervasive complacency (and in some cases, "trader paralysis") in response to a market that made no sense, and where the only permitted direction was "up.
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